CME Australian Dollar Future March 2023


Trading Metrics calculated at close of trading on 29-Aug-2022
Day Change Summary
Previous Current
26-Aug-2022 29-Aug-2022 Change Change % Previous Week
Open 0.6906 0.6906 0.0000 0.0% 0.6900
High 0.7021 0.6915 -0.0107 -1.5% 0.7021
Low 0.6907 0.6906 -0.0001 0.0% 0.6885
Close 0.6906 0.6915 0.0009 0.1% 0.6906
Range 0.0114 0.0009 -0.0106 -92.5% 0.0137
ATR 0.0057 0.0053 -0.0003 -6.1% 0.0000
Volume 0 12 12 13
Daily Pivots for day following 29-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.6937 0.6934 0.6919
R3 0.6929 0.6926 0.6917
R2 0.6920 0.6920 0.6916
R1 0.6917 0.6917 0.6915 0.6919
PP 0.6912 0.6912 0.6912 0.6912
S1 0.6909 0.6909 0.6914 0.6910
S2 0.6903 0.6903 0.6913
S3 0.6895 0.6900 0.6912
S4 0.6886 0.6892 0.6910
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 0.7347 0.7263 0.6981
R3 0.7210 0.7126 0.6944
R2 0.7074 0.7074 0.6931
R1 0.6990 0.6990 0.6919 0.7032
PP 0.6937 0.6937 0.6937 0.6958
S1 0.6853 0.6853 0.6893 0.6895
S2 0.6801 0.6801 0.6881
S3 0.6664 0.6717 0.6868
S4 0.6528 0.6580 0.6831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7021 0.6900 0.0121 1.7% 0.0031 0.4% 12% False False 4
10 0.7040 0.6879 0.0161 2.3% 0.0017 0.3% 22% False False 2
20 0.7140 0.6879 0.0261 3.8% 0.0019 0.3% 14% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.6951
2.618 0.6937
1.618 0.6928
1.000 0.6923
0.618 0.6920
HIGH 0.6915
0.618 0.6911
0.500 0.6910
0.382 0.6909
LOW 0.6906
0.618 0.6901
1.000 0.6898
1.618 0.6892
2.618 0.6884
4.250 0.6870
Fisher Pivots for day following 29-Aug-2022
Pivot 1 day 3 day
R1 0.6913 0.6964
PP 0.6912 0.6947
S1 0.6910 0.6931

These figures are updated between 7pm and 10pm EST after a trading day.

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